+6.9%
GLW vs MARA
+24.1%
-17.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +6.7% |
| 7D | +3.8% | +6.0% | -2.2% | +0.8% |
| 30D | -1.3% | +0.6% | -2.0% | -3.2% |
| 3M | -21.8% | -18.5% | -3.3% | -15.1% |
| 6M | +6.9% | +21.7% | -14.8% | -4.3% |
| All | +6.9% | +24.1% | -17.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MARA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling